flowgem 0.1.0__py3-none-any.whl
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- flowgem/__init__.py +18 -0
- flowgem/api.py +253 -0
- flowgem/bandwidth.py +48 -0
- flowgem/core.py +140 -0
- flowgem/optim.py +77 -0
- flowgem-0.1.0.dist-info/METADATA +116 -0
- flowgem-0.1.0.dist-info/RECORD +9 -0
- flowgem-0.1.0.dist-info/WHEEL +4 -0
- flowgem-0.1.0.dist-info/licenses/LICENSE +22 -0
flowgem/__init__.py
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# read version from installed package
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from importlib.metadata import version
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__version__ = version("flowgem")
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# public API
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from flowgem.api import FlowGEM
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from flowgem.core import sample_flowgem
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from flowgem.optim import opt_wb
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from flowgem.bandwidth import sigma_heuristic_pairs, evaluate_sigma
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__all__ = [
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"FlowGEM",
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"sample_flowgem",
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"opt_wb",
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"sigma_heuristic_pairs",
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"evaluate_sigma",
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]
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flowgem/api.py
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"""Public, class-based API for FLOWGEM.
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Wraps the core sampler in a scikit-learn-style fit/generate interface. The
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user gives one incomplete array with NaN as missing entries. The
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observation mask is built in fit(), and a fresh initial ensemble is built on
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each generate() call.
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"""
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import numpy as np
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import torch
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from flowgem.core import sample_flowgem
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class FlowGEM:
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"""Generative sampler for missing at random (MAR) data via an approximate
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Wasserstein gradient flow.
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The user passes one incomplete array with NaN marking the missing entries.
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The observation mask and the initial particle ensemble are built
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internally. The interface follows the scikit-learn fit/generate pattern.
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Each generate() call draws a fresh initial ensemble, so repeated calls
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return different samples. With a fixed random_state the sequence of calls
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is reproducible.
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Parameters
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----------
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T : int, default=1000
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Number of gradient-flow (time) steps.
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eta : float, default=0.01
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Step size of the forward-Euler update.
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sigma : float, list of float, or None, default=None
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Kernel bandwidth. If None, a median heuristic picks it. A float fixes
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the bandwidth. A list is cross-validated over the candidates.
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init : {"mice", "sample"} or array-like, default="mice"
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How the initial particles are built. "mice" imputes with the
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hyperimpute MICE implementation. "sample" resamples observed values
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column by column. An array is used directly as the initialisation.
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grad_tol : float, default=0.01
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Early-stopping tolerance on the relative gradient norm.
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min_iter : int, default=10
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Minimum number of steps before early stopping may trigger.
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dtype : torch.dtype, default=torch.float64
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Numerical precision used throughout.
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random_state : int or None, default=None
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Seed for the sequence of generate() calls, for reproducibility.
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Attributes
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----------
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mask_ : torch.Tensor
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Observation mask built in fit(). A 1 marks an observed entry.
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X_obs_ : torch.Tensor
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Observed data with missing entries filled by zero.
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X_incomplete_ : torch.Tensor
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The incomplete data kept from fit(), used to build a fresh initial
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ensemble on each generate() call.
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Examples
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--------
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>>> import numpy as np
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>>> from flowgem import FlowGEM
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>>> X = np.random.default_rng(0).standard_normal((100, 3))
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>>> X[0, 1] = np.nan # mark a missing value
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>>> model = FlowGEM(T=1000, random_state=0)
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>>> X_complete = model.fit(X).generate()
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"""
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def __init__(self, T=1000, eta=0.01, sigma=None, init="mice",
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grad_tol=0.01, min_iter=10, dtype=torch.float64,
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random_state=None):
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self.T = T
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self.eta = eta
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self.sigma = sigma
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self.init = init
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self.grad_tol = grad_tol
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self.min_iter = min_iter
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self.dtype = dtype
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self.random_state = random_state
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def fit(self, X_incomplete):
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"""Prepare the sampler from an incomplete dataset.
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Parameters
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----------
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X_incomplete : array-like of shape (n_samples, d_features)
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Input data with missing entries marked as NaN.
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Returns
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-------
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self : FlowGEM
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The fitted instance, so fit(...).generate() can be chained.
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Raises
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------
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ValueError
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If the input is not 2D, has no NaN (nothing marked missing), or
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has infinite values.
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"""
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# accept numpy arrays, lists, or tensors, in the chosen dtype
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X = torch.as_tensor(X_incomplete, dtype=self.dtype)
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if X.ndim != 2:
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raise ValueError(
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f"X_incomplete must be 2D (n_samples, n_features), got {X.ndim}D"
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)
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if not torch.isnan(X).any():
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raise ValueError(
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"X_incomplete has no NaN values; nothing is marked as missing. "
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"Mark missing entries with NaN."
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)
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if torch.isinf(X).any():
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raise ValueError(
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"X_incomplete contains infinite values; only finite values "
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"and NaN (for missing entries) are supported."
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)
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# observation mask: 1 = observed, 0 = missing (matches the core code)
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self.mask_ = (~torch.isnan(X)).to(self.dtype)
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# observed data, NaN filled with 0 as a placeholder
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# (the sampler reads only the observed entries, through the mask)
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self.X_obs_ = torch.nan_to_num(X, nan=0.0)
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# keep the incomplete data: the initial ensemble is rebuilt on each
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# generate() call, so repeated calls give different samples
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self.X_incomplete_ = X
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# persistent RNG for the sequence of generate() calls. With a fixed
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# random_state the calls differ but the whole sequence is reproducible.
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self._rng = np.random.default_rng(self.random_state)
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return self
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def _build_X0(self, X, seed):
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"""Build an initial particle ensemble from the incomplete data.
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X is the incomplete tensor (with NaN). seed makes the construction
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reproducible. Returns a complete X0 tensor.
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"""
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init = self.init
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# case 1: user supplied their own initialisation array (deterministic)
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if not isinstance(init, str):
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X0 = torch.as_tensor(init, dtype=self.dtype)
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if X0.shape != X.shape:
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raise ValueError(
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f"Supplied init array has shape {tuple(X0.shape)}, "
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f"expected {tuple(X.shape)}"
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)
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return X0
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# case 2: MICE (default), via the hyperimpute package
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if init == "mice":
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from hyperimpute.plugins.imputers import Imputers
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imputer = Imputers().get("mice", random_state=seed)
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X0_np = imputer.fit_transform(X.cpu().numpy())
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X0_np = np.asarray(X0_np, dtype=float).copy()
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return torch.as_tensor(X0_np, dtype=self.dtype)
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# case 3: resample observed values column by column (the paper's simulation init)
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if init == "sample":
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g = torch.Generator().manual_seed(seed)
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X0 = X.clone()
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_, d = X.shape
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for j in range(d):
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col = X[:, j]
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missing = torch.isnan(col)
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observed = col[~missing]
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n_missing = int(missing.sum())
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if n_missing > 0:
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if observed.numel() == 0:
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raise ValueError(f"Column {j} has no observed values to sample from")
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idx = torch.randint(0, observed.numel(), (n_missing,), generator=g)
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X0[missing, j] = observed[idx]
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return X0
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raise ValueError(
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f"Unknown init {init!r}; use 'mice', 'sample', or supply an array"
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)
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def generate(self, return_trajectory=False):
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"""Generate a complete sample of the same size as the fitted data.
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Each call builds a new initial ensemble Repeated calls on the
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same model return different samples. With a fixed random_state the
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sequence of calls is reproducible.
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Parameters
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----------
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return_trajectory : bool
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If False (default), return only the final sample, of shape (n, d).
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If True, return the full list of per step snapshots.
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Returns
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-------
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numpy.ndarray or list of numpy.ndarray
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The final sample of shape (n, d), or the full trajectory if
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return_trajectory is True.
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Raises
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------
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RuntimeError
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If called before fit().
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Notes
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-----
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With init="mice" each call re runs MICE, which can be slow.
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"""
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if not hasattr(self, "X_incomplete_"):
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raise RuntimeError("Call fit(...) before generate().")
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# fresh per-call seed drawn from the persistent RNG
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call_seed = int(self._rng.integers(0, 2**31 - 1))
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# sigma handling: None -> heuristic (sigma_fix=None, sigma_vals=None)
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# float -> fixed
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# list -> cross-validation over candidates
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sigma_fix = None
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sigma_vals = None
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if isinstance(self.sigma, (int, float)):
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sigma_fix = float(self.sigma)
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elif self.sigma is not None:
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sigma_vals = self.sigma
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# build a fresh initial ensemble for this call, and seed torch so the
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# bandwidth heuristic is reproducible. Save and restore the global RNG
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# state so the user's other torch code is not disturbed.
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rng_state = torch.random.get_rng_state()
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try:
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torch.manual_seed(call_seed)
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X0 = self._build_X0(self.X_incomplete_, call_seed)
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Xhats = sample_flowgem(
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X0,
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self.X_obs_,
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self.mask_,
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T=self.T,
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eta=self.eta,
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grad_tol=self.grad_tol,
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min_iter=self.min_iter,
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sigma_fix=sigma_fix,
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sigma_vals=sigma_vals,
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dtype=self.dtype,
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)
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finally:
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torch.random.set_rng_state(rng_state)
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# return the full trajectory or just the final snapshot (as numpy arrays)
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if return_trajectory:
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return [np.asarray(x) for x in Xhats]
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return np.asarray(Xhats[-1])
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flowgem/bandwidth.py
ADDED
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"""Bandwidth (sigma) selection utilities for FLOWGEM.
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Everything related to choosing the RBF kernel bandwidth sigma can be found here.
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It includes computing pairwise distances, median heuristic for a quick data-adaptive
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estimate, and CV (cross validation) scoring of candidate sigma.
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These functions are internally used by :class:`flowgem.FlowGEM`. you do not need to call them directly.
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"""
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import torch
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from flowgem.optim import opt_wb
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def comp_pairwise_dist(x, y):
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# in case x and y are not vectors
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x = x.view(x.shape[0], -1)
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y = y.view(y.shape[0], -1)
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t1 = torch.tile(torch.sum(x**2, dim=1, keepdim=True), (1, y.shape[0]))
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t2 = -2 * torch.matmul(x, y.T)
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t3 = torch.tile(torch.sum(y**2, dim=1, keepdim=True).T, (x.shape[0], 1))
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return t1 + t2 + t3
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def sigma_heuristic_pairs(X, num_pairs=1000000):
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n = X.shape[0]
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i = torch.randint(0, n, (num_pairs,))
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j = torch.randint(0, n, (num_pairs,))
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dvals = torch.norm(X[i] - X[j], dim=1)
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return (0.5 * dvals.median()).sqrt().item()
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def evaluate_sigma(xpi, xrho, sigma, splits_pi, splits_rho):
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# See thesis: intentional discrepancy with paper's Remark 1; preserved as-is.
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psicon = lambda d: 0.5*d*d + d
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obj = 0
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for (train_pi, val_pi), (train_rho, val_rho) in zip(splits_pi, splits_rho):
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+
w, b = opt_wb(xpi[train_pi, :], xrho[train_rho, :], torch.cat([xpi[val_pi, :], xrho[val_rho, :]], dim=0), sigma)
|
|
45
|
+
obj += torch.mean((w[:len(val_pi), :] * xpi[val_pi, :]).sum(dim=1) + b[:len(val_pi)].T).item()
|
|
46
|
+
obj -= torch.mean(psicon((w[len(val_pi):, :] * xrho[val_rho, :]).sum(dim=1) + b[len(val_pi):].T)).item()
|
|
47
|
+
|
|
48
|
+
return obj
|
flowgem/core.py
ADDED
|
@@ -0,0 +1,140 @@
|
|
|
1
|
+
"""Core FLOWGEM sampler: the discretised Wasserstein gradient flow.
|
|
2
|
+
|
|
3
|
+
This module performs the whole method. Extracting missingness patterns,
|
|
4
|
+
selecting bandwidths, and evolving the particle ensemble over time as well as using the
|
|
5
|
+
solver from `optim` and the bandwidth utilities from `bandwidth`.
|
|
6
|
+
"""
|
|
7
|
+
|
|
8
|
+
import logging
|
|
9
|
+
import os
|
|
10
|
+
|
|
11
|
+
import numpy as np
|
|
12
|
+
import torch
|
|
13
|
+
from joblib import Parallel, delayed
|
|
14
|
+
from sklearn.model_selection import KFold
|
|
15
|
+
from tqdm.auto import tqdm
|
|
16
|
+
|
|
17
|
+
from flowgem.optim import opt_wb
|
|
18
|
+
from flowgem.bandwidth import sigma_heuristic_pairs, evaluate_sigma
|
|
19
|
+
|
|
20
|
+
logger = logging.getLogger(__name__)
|
|
21
|
+
|
|
22
|
+
def sample_flowgem(X0, X_obs, M, T=1000, eta=0.01, grad_tol=0.01, min_iter=10, sigma_fix=None, sigma_vals=None, cv_every=10, dtype=torch.float64):
|
|
23
|
+
"""Evolve a particle cloud along the approximate Wasserstein gradient flow.
|
|
24
|
+
|
|
25
|
+
This is the core sampler. It first extracts the distinct missingness patterns.
|
|
26
|
+
Then it selects the kernel bandwidth, and iteratively updates the particles using
|
|
27
|
+
local linear velocity estimate on each pattern. It does so until the final
|
|
28
|
+
time ``T`` or early stopping is reached.
|
|
29
|
+
|
|
30
|
+
Parameters
|
|
31
|
+
----------
|
|
32
|
+
X0 : torch.Tensor of shape (n, d)
|
|
33
|
+
Initial particle ensemble/cloud (a complete array, no NaN).
|
|
34
|
+
X_obs : torch.Tensor of shape (n, d)
|
|
35
|
+
Observed data, with missing entries filled by zero.
|
|
36
|
+
M : torch.Tensor of shape (n, d)
|
|
37
|
+
Observation mask, 1 marks an observed entry, 0 as a missing one.
|
|
38
|
+
T : int, default=1000
|
|
39
|
+
Maximum number of gradient flow steps.
|
|
40
|
+
eta : float, default=0.01
|
|
41
|
+
Step size of the forward Euler update.
|
|
42
|
+
grad_tol : float, default=0.01
|
|
43
|
+
Early stopping tolerance on the relative gradient norm.
|
|
44
|
+
min_iter : int, default=10
|
|
45
|
+
Minimum number of steps before early stopping may trigger.
|
|
46
|
+
sigma_fix : float or None, default=None
|
|
47
|
+
Fixed kernel bandwidth. If None, a median heuristic is used (unless
|
|
48
|
+
``sigma_vals`` is given).
|
|
49
|
+
sigma_vals : list of float or None, default=None
|
|
50
|
+
Candidate bandwidths for cross validation. If given, the bandwidth is
|
|
51
|
+
re-selected by CV, every ``cv_every`` steps.
|
|
52
|
+
cv_every : int, default=10
|
|
53
|
+
How often (in steps) to re run bandwidth cross validation.
|
|
54
|
+
dtype : torch.dtype, default=torch.float64
|
|
55
|
+
Numerical precision used throughout.
|
|
56
|
+
|
|
57
|
+
Returns
|
|
58
|
+
-------
|
|
59
|
+
list of numpy.ndarray
|
|
60
|
+
The snapshots of the particle ensemble at every step. The last element is
|
|
61
|
+
the final generated sample.
|
|
62
|
+
"""
|
|
63
|
+
# device and dtype are taken from / controlled by the caller,
|
|
64
|
+
...
|
|
65
|
+
device = X0.device
|
|
66
|
+
|
|
67
|
+
Xt = X0.clone().to(dtype = dtype, device = device)
|
|
68
|
+
M = M.clone().to(dtype = dtype, device = device)
|
|
69
|
+
X = X_obs.to(dtype = dtype, device = device)
|
|
70
|
+
|
|
71
|
+
# determine all possible missingness patterns M
|
|
72
|
+
unique_M, inverse = torch.unique(M, dim=0, return_inverse=True)
|
|
73
|
+
|
|
74
|
+
# precompute observed indices for each m (improves computation efficiency)
|
|
75
|
+
mask_idx = {tuple(m.tolist()): (m == 1).nonzero(as_tuple=True)[0] for m in unique_M}
|
|
76
|
+
|
|
77
|
+
# samples drawn from p, i.e. conditional distribution X^(m)|M=m for different values of m
|
|
78
|
+
zpi = {m: X[inverse == i][:, mask_idx[m]].clone().to(dtype = dtype, device = device) for i,m in enumerate(mask_idx)}
|
|
79
|
+
|
|
80
|
+
# prepare cross validation for sigma
|
|
81
|
+
if sigma_vals is not None:
|
|
82
|
+
n_jobs = min(len(sigma_vals), os.cpu_count()-1)
|
|
83
|
+
kf = KFold(n_splits=3, shuffle=True, random_state=42)
|
|
84
|
+
splits_pi = {m: list(kf.split(zpi[m])) for m in mask_idx}
|
|
85
|
+
splits_rho = list(kf.split(Xt))
|
|
86
|
+
|
|
87
|
+
grads = {}
|
|
88
|
+
|
|
89
|
+
# store current sigma for each pattern m
|
|
90
|
+
if sigma_fix is None:
|
|
91
|
+
sigma_heur = sigma_heuristic_pairs(Xt)
|
|
92
|
+
sigma_current = {m: sigma_heur for m in mask_idx}
|
|
93
|
+
logger.info("Heuristic bandwidth sigma: %s", sigma_heur)
|
|
94
|
+
else:
|
|
95
|
+
sigma_current = {m: sigma_fix for m in mask_idx}
|
|
96
|
+
|
|
97
|
+
mean_grad_prev = torch.inf
|
|
98
|
+
|
|
99
|
+
Xhats = []
|
|
100
|
+
for t in tqdm(range(T), desc="WGF iterations"):
|
|
101
|
+
|
|
102
|
+
run_cv = sigma_vals is not None and t % cv_every == 0
|
|
103
|
+
|
|
104
|
+
grad_sum = 0
|
|
105
|
+
for m in mask_idx:
|
|
106
|
+
if run_cv:
|
|
107
|
+
# choose sigma by cross validation (see App. I.1 in MIRI paper)
|
|
108
|
+
logger.debug("Running CV: pattern=%s, size=%s", m, zpi[m].shape[0])
|
|
109
|
+
logger.debug("Candidate sigmas: %s", sigma_vals)
|
|
110
|
+
sigma_scores = Parallel(n_jobs=n_jobs)(
|
|
111
|
+
delayed(evaluate_sigma)(zpi[m], Xt[:, mask_idx[m]], sig, splits_pi[m], splits_rho)
|
|
112
|
+
for sig in sigma_vals
|
|
113
|
+
)
|
|
114
|
+
sigma_current[m] = sigma_vals[np.argmax(sigma_scores)]
|
|
115
|
+
logger.debug("Chosen sigma: %s", sigma_current[m])
|
|
116
|
+
|
|
117
|
+
# optimize (w,b) according to the objective in equation (8)
|
|
118
|
+
grads[m] = opt_wb(zpi[m], Xt[:, mask_idx[m]], Xt[:, mask_idx[m]], sigma_current[m], dtype=dtype)[0]
|
|
119
|
+
|
|
120
|
+
# enlarge grad to R^d
|
|
121
|
+
grad_full = torch.zeros_like(Xt)
|
|
122
|
+
grad_full.index_copy_(1, mask_idx[m], grads[m])
|
|
123
|
+
grad_sum += (zpi[m].shape[0]/X.shape[0]) * grad_full
|
|
124
|
+
|
|
125
|
+
# update all particles according to WGF
|
|
126
|
+
Xt = Xt + eta * grad_sum
|
|
127
|
+
|
|
128
|
+
Xhats.append(Xt.clone().cpu().numpy())
|
|
129
|
+
|
|
130
|
+
# early stopping and eta halving dependent on mean grad value
|
|
131
|
+
mean_grad = (torch.mean(torch.norm(grad_sum, dim=1)) / torch.mean(torch.norm(Xt, dim=1))).item()
|
|
132
|
+
if mean_grad < grad_tol and t+1 > min_iter:
|
|
133
|
+
logger.info("Stopped early after %d iterations (mean grad %.4f < grad_tol %s).", t+1, mean_grad, grad_tol)
|
|
134
|
+
break
|
|
135
|
+
if mean_grad > mean_grad_prev:
|
|
136
|
+
eta = eta*0.5
|
|
137
|
+
logger.info("Mean gradient increased; halving step size eta to %s.", eta)
|
|
138
|
+
mean_grad_prev = mean_grad
|
|
139
|
+
|
|
140
|
+
return Xhats
|
flowgem/optim.py
ADDED
|
@@ -0,0 +1,77 @@
|
|
|
1
|
+
"""Local linear system solver for the FLOWGEM velocity field.
|
|
2
|
+
|
|
3
|
+
This module is used internally by :class:`flowgem.FlowGEM`. It computes transport
|
|
4
|
+
velocity at each gradient-flow step. You normally do not need to call it directly.
|
|
5
|
+
"""
|
|
6
|
+
|
|
7
|
+
import torch
|
|
8
|
+
|
|
9
|
+
|
|
10
|
+
def opt_wb(xpi, xrho, x, sigma, block_size=1000, dtype=torch.float64):
|
|
11
|
+
# cast inputs to the requested dtype so all internal computations are consistent
|
|
12
|
+
xpi = xpi.to(dtype)
|
|
13
|
+
xrho = xrho.to(dtype)
|
|
14
|
+
x = x.to(dtype)
|
|
15
|
+
|
|
16
|
+
n, d = x.shape
|
|
17
|
+
n_pi = xpi.shape[0]
|
|
18
|
+
n_rho = xrho.shape[0]
|
|
19
|
+
|
|
20
|
+
device = x.device
|
|
21
|
+
|
|
22
|
+
w = torch.empty(n, d, device=device, dtype=dtype)
|
|
23
|
+
b = torch.empty(n, 1, device=device, dtype=dtype)
|
|
24
|
+
|
|
25
|
+
xpi_norm = (xpi**2).sum(dim=1, keepdim=True).T # (1,n_pi)
|
|
26
|
+
xrho_norm = (xrho**2).sum(dim=1, keepdim=True).T # (1,n_rho)
|
|
27
|
+
|
|
28
|
+
# solve systems blockwise to ensure memory usage linear in sample size
|
|
29
|
+
# (otherwise it might crash for large n)
|
|
30
|
+
for start in range(0, n, block_size):
|
|
31
|
+
end = min(start + block_size, n)
|
|
32
|
+
xb = x[start:end]
|
|
33
|
+
bs = xb.shape[0]
|
|
34
|
+
|
|
35
|
+
xb_norm = (xb**2).sum(dim=1, keepdim=True)
|
|
36
|
+
|
|
37
|
+
# ---------- xpi kernel block ----------
|
|
38
|
+
dist2_pi = xb_norm - 2 * xb @ xpi.T + xpi_norm
|
|
39
|
+
kpix = torch.exp(-dist2_pi / (2 * sigma**2))
|
|
40
|
+
|
|
41
|
+
kpix_mean = kpix.mean(dim=1, keepdim=True)
|
|
42
|
+
Xpikpix = (kpix @ xpi) / n_pi
|
|
43
|
+
|
|
44
|
+
# ---------- xrho kernel block ----------
|
|
45
|
+
dist2_rho = xb_norm - 2 * xb @ xrho.T + xrho_norm
|
|
46
|
+
krhox = torch.exp(-dist2_rho / (2 * sigma**2))
|
|
47
|
+
|
|
48
|
+
krhox_mean = krhox.mean(dim=1, keepdim=True)
|
|
49
|
+
Xrhokrhox = (krhox @ xrho) / n_rho
|
|
50
|
+
|
|
51
|
+
# ---------- build c ----------
|
|
52
|
+
c1 = Xpikpix - Xrhokrhox
|
|
53
|
+
c2 = kpix_mean - krhox_mean
|
|
54
|
+
c = torch.cat([c1, c2], dim=1)
|
|
55
|
+
|
|
56
|
+
# ---------- build A ----------
|
|
57
|
+
## A11 = 1/n_rho sum_{i,j} k(x_i,xrho_j) xrho_j xrho_j^T
|
|
58
|
+
A11 = torch.einsum('bk,kd,ke->bde', krhox, xrho, xrho) / n_rho
|
|
59
|
+
A12 = Xrhokrhox
|
|
60
|
+
A22 = krhox_mean.squeeze(1)
|
|
61
|
+
|
|
62
|
+
A = torch.zeros(bs, d+1, d+1, dtype=dtype, device=device)
|
|
63
|
+
A[:, :d, :d] = A11
|
|
64
|
+
A[:, :d, d] = A12
|
|
65
|
+
A[:, d, :d] = A12
|
|
66
|
+
A[:, d, d] = A22
|
|
67
|
+
|
|
68
|
+
# ---------- solve ----------
|
|
69
|
+
# regularize to avoid (near-)singular system matrices A
|
|
70
|
+
eps = 1e-5
|
|
71
|
+
A += eps * torch.eye(d+1, device=A.device)
|
|
72
|
+
res = torch.linalg.solve(A, c)
|
|
73
|
+
|
|
74
|
+
w[start:end] = res[:, :d]
|
|
75
|
+
b[start:end] = res[:, d:]
|
|
76
|
+
|
|
77
|
+
return w, b
|
|
@@ -0,0 +1,116 @@
|
|
|
1
|
+
Metadata-Version: 2.5
|
|
2
|
+
Name: flowgem
|
|
3
|
+
Version: 0.1.0
|
|
4
|
+
Summary: Nonparametric generative sampling for MAR missing data via approximate Wasserstein gradient flows
|
|
5
|
+
Project-URL: Homepage, https://github.com/gkremling/FLOWGEM-package
|
|
6
|
+
Project-URL: Repository, https://github.com/gkremling/FLOWGEM-package
|
|
7
|
+
Project-URL: Documentation, https://flowgem.readthedocs.io
|
|
8
|
+
Author: Muhammad Haris Mumtaz
|
|
9
|
+
Author-email: Gitte Kremling <gitte.kremling@uni-hamburg.de>
|
|
10
|
+
License-Expression: MIT
|
|
11
|
+
License-File: LICENSE
|
|
12
|
+
Requires-Python: >=3.12
|
|
13
|
+
Requires-Dist: hyperimpute>=0.1.17
|
|
14
|
+
Requires-Dist: joblib>=1.5.3
|
|
15
|
+
Requires-Dist: numpy>=2.5.1
|
|
16
|
+
Requires-Dist: scikit-learn>=1.9.0
|
|
17
|
+
Requires-Dist: torch>=2.13.0
|
|
18
|
+
Requires-Dist: tqdm>=4.68.4
|
|
19
|
+
Description-Content-Type: text/markdown
|
|
20
|
+
|
|
21
|
+
# FLOWGEM
|
|
22
|
+
|
|
23
|
+
**Generative sampling for missing data under MAR, via approximate Wasserstein gradient flows.**
|
|
24
|
+
|
|
25
|
+
[](https://github.com/gkremling/FLOWGEM-package)
|
|
26
|
+
[](https://www.python.org/)
|
|
27
|
+
[](https://github.com/gkremling/FLOWGEM-package/blob/main/LICENSE)
|
|
28
|
+
|
|
29
|
+
[](https://github.com/gkremling/FLOWGEM-package/actions)
|
|
30
|
+
|
|
31
|
+
## What is FLOWGEM?
|
|
32
|
+
|
|
33
|
+
FLOWGEM receives a dataset with missing values and generates a complete dataset sampled from the same distribution. It recovers the complete distribution of the data while preserving variances and correlations which keeps downstream analyses like means, quantiles, and correlations unbiased.
|
|
34
|
+
|
|
35
|
+
It targets data which is **Missing at Random (MAR)**, including non-monotone MAR. It is nonparametric and makes no assumption about the shape of your data. Under the hood it uses approximate Wasserstein gradient flow which iteratively transports a particle ensemble towards target distribution.
|
|
36
|
+
|
|
37
|
+
> **Note:** FLOWGEM currently supports **continuous features only**.
|
|
38
|
+
> Support for categorical and mixed type data is future work.
|
|
39
|
+
|
|
40
|
+
## Installation
|
|
41
|
+
|
|
42
|
+
Install the released version from PyPI:
|
|
43
|
+
|
|
44
|
+
```bash
|
|
45
|
+
pip install flowgem
|
|
46
|
+
```
|
|
47
|
+
|
|
48
|
+
Or install the latest development version from GitHub:
|
|
49
|
+
|
|
50
|
+
```bash
|
|
51
|
+
pip install git+https://github.com/gkremling/FLOWGEM-package.git
|
|
52
|
+
```
|
|
53
|
+
|
|
54
|
+
## Quick start
|
|
55
|
+
|
|
56
|
+
```python
|
|
57
|
+
import numpy as np
|
|
58
|
+
from flowgem import FlowGEM
|
|
59
|
+
|
|
60
|
+
# Your data, with missing values marked as NaN
|
|
61
|
+
X = np.array([
|
|
62
|
+
[1.2, 0.8, 3.1],
|
|
63
|
+
[0.5, np.nan, 2.7],
|
|
64
|
+
[np.nan, 1.4, 2.9],
|
|
65
|
+
[2.1, 0.3, np.nan],
|
|
66
|
+
])
|
|
67
|
+
|
|
68
|
+
# Fit and generate a complete sample from the same distribution
|
|
69
|
+
model = FlowGEM(T=1000)
|
|
70
|
+
X_complete = model.fit(X).generate()
|
|
71
|
+
```
|
|
72
|
+
|
|
73
|
+
`X_complete` is a fully observed array (without missing value) which is drawn from estimated data distribution.
|
|
74
|
+
|
|
75
|
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## Features
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- **Generative**:- generate entire dataset from the full data distribution while preserving variances and correlations.
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78
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- **Handles non-monotone MAR**:- works with arbitrary, scattered missingness patterns.
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- **Nonparametric** :- No assumption about the shape of your data.
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- **scikit-learn-style API**:- familiar `fit` / `generate` interface.
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- **Tuning-lean**:- sensible defaults; bandwidth is set from a single heuristic
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## Key parameters
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| Parameter | What it does | Default |
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|-----------|--------------|---------|
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| `T` | number of gradient-flow steps (more = better, slower) | `1000` |
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| `eta` | step size η (smaller = finer, slower) | `0.01` |
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| `sigma` | kernel bandwidth (`None` → chosen by heuristic) | `None` |
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## Documentation
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Comprehensive and detailed documentation is available at [Read the Docs](https://flowgem.readthedocs.io).
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## Citation
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The FLOWGEM method is based on:
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> Kremling, G., Näf, J., & Lederer, J. (2026). *Generative Modeling under
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> Non-Monotonic MAR Missingness via Approximate Wasserstein Gradient Flows.*
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While using the package in course of your research, please cite this paper:
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```bibtex
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@article{kremling2026flowgem,
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title = {Generative Modeling under Non-Monotonic MAR Missingness
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via Approximate Wasserstein Gradient Flows},
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author = {Kremling, Gitte and N\"af, Jeffrey and Lederer, Johannes},
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journal = {arXiv preprint arXiv:2604.04567},
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year = {2026}
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}
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```
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## License
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This project is licensed under the MIT License — see the [LICENSE](https://github.com/gkremling/FLOWGEM-package/blob/main/LICENSE) file.
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flowgem/__init__.py,sha256=JOa4f3f5KWX31pz0SeXZPKDsG_sbMDQVXCdRW9c1cXU,414
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flowgem/api.py,sha256=lr-OOq3ieWVH8NvDjTuECyHrC_eCIV48fPwFnfj9Egk,9557
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flowgem/bandwidth.py,sha256=bCHVcAi4ZrUgQKJrHNNxRnLwDjJtlywHtJ2AADeu5Ko,1660
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flowgem/core.py,sha256=n_LmuktsMEwTZeCE5Efbl0GCpmpHXtUIMWCN1Hv4ofk,5819
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flowgem/optim.py,sha256=qK1txg294R4J68-dHZLSD66U60t00fj2afBu90gDgNE,2476
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flowgem-0.1.0.dist-info/METADATA,sha256=14MeGJLOUncnIM_NgF-gAFuTDbkApIKgE1JpkshUFAY,4391
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flowgem-0.1.0.dist-info/WHEEL,sha256=2iZrJkDIkeDh0k9SikKMqFuRP-ua6mb4Ir1AsER4BEw,87
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flowgem-0.1.0.dist-info/licenses/LICENSE,sha256=f8Hkr6vJgvmoz3XQpgGvGUefpTPpfXSkpcD7UGdZ1GA,1096
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flowgem-0.1.0.dist-info/RECORD,,
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MIT License
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Copyright (c) 2026, Muhammad Haris Mumtaz, Gitte Kremling
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Permission is hereby granted, free of charge, to any person obtaining a copy
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of this software and associated documentation files (the "Software"), to deal
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in the Software without restriction, including without limitation the rights
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to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
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copies of the Software, and to permit persons to whom the Software is
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furnished to do so, subject to the following conditions:
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The above copyright notice and this permission notice shall be included in all
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copies or substantial portions of the Software.
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THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
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IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
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FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
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AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
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LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
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OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
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SOFTWARE.
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